United States Commodity Index Funds Trust
For the period ended Dec 31, 2023. Filed Feb 29, 2024.
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FY2023 · Filed Feb 29, 2024
CPER$37.74-1.8%Stored close · as of Nov 10, 2026
Extracted filing text, with the paragraph anchors used by the comparison.
See the whole filing, with its images and exhibitsContents
Schedules of Investments at December 31, 2023 and 2022
| · · · · · · · · · · | ||||||
|---|---|---|---|---|---|---|
| · · · · Fair · | ||||||
| · · · · · · · Value/Unrealized · · | ||||||
| · · · · · · · Gain (Loss) on · · | ||||||
| · · · · · · · Open · · | ||||||
| · · · · · Number of · · Commodity · · % of Partners’ | ||||||
| · · Notional Amount · · Contracts · · Contracts · · Capital | ||||||
| Open Commodity Futures Contracts - Long · · | ||||||
| United States Contracts · · | ||||||
| NYMEX Natural Gas Futures NG March 2024 contracts, expiring February 2024 | | $12,234,110 | 529 | | $75,720 | 0.05 |
| CME Live Cattle Futures LC February 2024 contracts, expiring February 2024 | | 12,319,030 | 182 | | (52,230) | (0.03) |
| ICE Cocoa Futures CC March 2024 contracts, expiring March 2024 | | 12,018,720 | 284 | | (102,080) | (0.06) |
| CBOT Soybean Oil Futures BO March 2024 contracts, expiring March 2024 | | 13,009,224 | 417 | | (954,588) | (0.56) |
| CBOT Soybean Futures S March 2024 contracts, expiring March 2024 | | 12,337,075 | 188 | | (135,875) | (0.08) |
| CBOT Soybean Meal Futures SM March 2024 contracts, expiring March 2024 | | 13,045,080 | 313 | | (963,280) | (0.57) |
| ICE Coffee Futures KC March 2024 contracts, expiring March 2024 | | 10,218,713 | 169 | | 1,714,800 | 1.01 |
| COMEX Copper Futures HG March 2024 contracts, expiring March 2024 | | 11,597,812 | 126 | | 657,263 | 0.39 |
| NYMEX NY Harbour ULSD Futures HO April 2024 contracts, expiring March 2024 | | 12,075,273 | 115 | | (236,943) | (0.14) |
| COMEX Gold 100 OZ Futures GC April 2024 contracts, expiring April 2024 | | 12,386,220 | 59 | | (44,600) | (0.03) |
| ICE Sugar #11 Futures SB May 2024 contracts, expiring April 2024 | | 14,783,563 | 538 | | (2,479,287) | (1.47) |
| NYMEX WTI Crude Oil Futures CL October 2024 contracts, expiring September 2024 | | 12,633,382 | 169 | | (637,762) | (0.38) |
| United Kingdom Contracts | | | ||||
| ICE Low Sulphur Gasoil Futures QS February 2024 contracts, expiring February 2024 | | 12,014,425 | 157 | | (361,100) | (0.21) |
| ICE Brent Crude Futures CO November 2024 contracts, expiring September 2024 | | 12,616,630 | 160 | | (571,830) | (0.34) |
| Foreign Contracts | | | ||||
| LME Lead Futures LL January 2024 contracts, expiring January 2024* | | 13,170,786 | 246 | | (598,649) | (0.36) |
| LME Zinc Futures LX January 2024 contracts, expiring January 2024* | | 26,874,701 | 434 | | 1,801,849 | 1.07 |
| Open Commodity Futures Contracts - Short** | | | ||||
| Foreign Contracts | | | ||||
| LME Lead Futures LL January 2024 contracts, expiring January 2024* | | (12,667,814) | 246 | | 95,676 | 0.05 |
| LME Zinc Futures LX January 2024 contracts, expiring January 2024* | | (28,164,386) | 434 | | (512,164) | (0.30) |
| Total Open Futures Contracts* | | $172,502,544 | 4,766 | | $(3,305,080) | (1.96) |
| | | | | | | | | |
|---|---|---|---|---|---|---|---|---|
| · Shares/Principal · · · % of Partners’ | ||||||||
| · · Amount · · Market Value · · Capital | ||||||||
| Cash Equivalents · · | ||||||||
| United States Treasury Obligations · · | ||||||||
| U.S. Treasury Bills: · · | ||||||||
| 5.40%, 1/02/2024 | | $7,000,000 | | $6,998,968 | 4.14 | |||
| 5.43%, 1/23/2024 | | 8,000,000 | | 7,973,927 | 4.72 | |||
| 5.39%, 2/08/2024 | | 4,000,000 | | 3,977,770 | 2.36 | |||
| 5.30%, 2/15/2024 | | 5,000,000 | | 4,967,219 | 2.94 | |||
| 5.30%, 2/29/2024 | | 5,000,000 | | 4,957,061 | 2.93 | |||
| 5.23%, 3/12/2024 | | 4,000,000 | | 3,958,426 | 2.34 | |||
| 5.21%, 3/26/2024 | | 7,000,000 | | 6,913,147 | 4.09 | |||
| 5.28%, 3/28/2024 | | 3,000,000 | | 2,962,118 | 1.75 | |||
| Total United States Treasury Obligations | | | | 42,708,636 | 25.27 | |||
| | | | | | | | | |
| United States Money Market Funds | | | ||||||
| Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares, 5.32%# | | 55,800,000 | | 55,800,000 | 33.01 | |||
| Total United States Money Market Funds | | | 55,800,000 | 33.01 | ||||
| Total Cash Equivalents | | | $98,508,636 | 58.28 | ||||
#Reflects the 7-day yield at December 31, 2023.
*Collateral amounted to $13,041,505 on open commodity futures contracts.
**All short contracts are offset by long positions in Commodity Futures Contracts and are acquired solely for the purpose of reducing a long position (e.g., due to a redemption or to reflect a rebalancing of the SDCI).
At December 31, 2022
| | | | | | | | | | | | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| · · · · · · · Fair · · | |||||||||||
| · · · · · · · Value/Unrealized · · | |||||||||||
| · · · · · · · Gain (Loss) on · · | |||||||||||
| · · · · · · · Open · · | |||||||||||
| · · · · · Number of · · Commodity · · % of Partners’ | |||||||||||
| · Notional Amount · Contracts · Contracts · Capital | |||||||||||
| Open Commodity Futures Contracts - Long · · · | |||||||||||
| United States Contracts · · · · · · · · · · | |||||||||||
| NYMEX Natural Gas Futures NG March 2023 contracts, expiring February 2023 | | $17,320,648 | 410 | | $(494,248) | (0.19) | | ||||
| ICE Cotton Futures CT March 2023 contracts, expiring March 2023 | | 16,096,743 | 437 | | 2,119,602 | 0.83 | | ||||
| CBOT Soybean Oil Futures BO March 2023 contracts, expiring March 2023 | | 19,398,240 | 462 | | (1,638,036) | (0.64) | | ||||
| CBOT Soybean Meal Futures SM March 2023 contracts, expiring March 2023 | | 16,928,530 | 411 | | 2,429,570 | 0.95 | | ||||
| ICE Cocoa Futures CC March 2023 contracts, expiring March 2023 | | 18,202,920 | 698 | | (54,920) | (0.02) | | ||||
| ICE Coffee Futures KC March 2023 contracts, expiring March 2023 | | 18,688,763 | 294 | | (243,938) | (0.10) | | ||||
| COMEX Copper Futures HG March 2023 contracts, expiring March 2023 | | 16,504,500 | 191 | | 1,690,638 | 0.66 | | ||||
| NYMEX Platinum Futures PL April 2023 contracts, expiring April 2023 | | 18,068,140 | 356 | | 1,207,480 | 0.47 | | ||||
| NYMEX NY Harbour ULSD Futures HO May 2023 contracts, expiring April 2023 | | 18,013,969 | 145 | | 136,058 | 0.05 | | ||||
| ICE Sugar #11 Futures SB May 2023 contracts, expiring April 2023 | | 16,524,715 | 864 | | 1,590,254 | 0.62 | | ||||
| CBOT Corn Futures C May 2023 contracts, expiring May 2023 | | 18,507,338 | 546 | | 2,062 | 0.00 | † | ||||
| United Kingdom Contracts | | | | | | | | | | ||
| ICE Low Sulphur Gasoil Futures QS April 2023 contracts, expiring April 2023 | | 17,671,800 | 206 | | | (58,800) | | (0.02) | | ||
| Foreign Contracts | | | | | | | | | | ||
| LME Tin Futures LT January 2023 contracts, expiring January 2023* | | | 19,951,610 | 175 | | | 1,738,984 | | 0.68 | | |
| LME Lead Futures LL February 2023 contracts, expiring February 2023* | | 18,166,713 | 320 | | | 341,288 | | 0.13 | | ||
| LME Zinc Futures LX February 2023 contracts, expiring February 2023* | | 21,522,369 | 297 | | | 628,263 | | 0.25 | | ||
| Open Commodity Futures Contracts - Short** | | | | | | | | | | | |
| Foreign Contracts | | | | | | | | | | ||
| LME Tin Futures LT January 2023 contracts, expiring January 2023* | | (21,600,331) | 175 | | | (90,263) | | (0.04) | | ||
| LME Zinc Futures LX February 2023 contracts, expiring February 2023* | | (3,823,800) | 50 | | | 94,737 | | 0.04 | | ||
| Total Open Futures Contracts* | | $246,142,867 | 6,037 | | $9,398,730 | | 3.67 | | |||
| · · · · · · · | ||||
|---|---|---|---|---|
| | Shares/Principal | | | % of Partners’ |
| · · Amount · · Market Value · · Capital | ||||
| Cash Equivalents · · · · · · · | ||||
| United States Money Market Funds · · · · · · · | ||||
| Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares, 4.27%# | 233,050,000 | | $233,050,000 | 91.09 |
| Total United States Money Market Funds | | $233,050,000 | 91.09 | |
| † | Represents less than 0.005%. |
|---|
| # | Reflects the 7-day yield at December 31, 2022. |
|---|
| * | Collateral amounted to $12,926,388 on open commodity futures contracts. |
|---|
| ** | All short contracts are offset by long positions in Commodity Futures Contracts and are acquired solely for the purpose of reducing a long position (e.g., due to a redemption or to reflect a rebalancing of the SDCI). |
|---|
United States Copper Index Fund
| · · · · · · · · · · | ||||||
|---|---|---|---|---|---|---|
| · · · · Fair · | ||||||
| · · · · · · · Value/Unrealized · · | ||||||
| · · · · · · · Gain (Loss) on · · | ||||||
| · · · · · · · Open · · | ||||||
| · · · · · Number of · · Commodity · · % of Partners’ | ||||||
| · · Notional Amount · · Contracts · · Contracts · · Capital | ||||||
| Open Commodity Futures Contracts - Long · · | ||||||
| United States Contracts · · | ||||||
| COMEX Copper Futures HG March 2024 contracts, expiring March 2024 | | $42,284,764 | 450 | | $1,483,361 | 1.13 |
| COMEX Copper Futures HG May 2024 contracts, expiring May 2024 | | 42,189,925 | 446 | | 1,389,850 | 1.06 |
| COMEX Copper Futures HG July 2024 contracts, expiring July 2024 | | 42,662,927 | 446 | | 1,123,123 | 0.85 |
| Total Open Futures Contracts* | | $127,137,616 | 1,342 | | $3,996,334 | 3.04 |
| | | | | | | | | |
|---|---|---|---|---|---|---|---|---|
| · Shares/Principal · · % of Partners’ | ||||||||
| · · Amount · · Market Value · · Capital | ||||||||
| Cash Equivalents · · | ||||||||
| United States Treasury Obligations · · | ||||||||
| U.S. Treasury Bills: · · | ||||||||
| 5.39%, 2/08/2024 | | $4,000,000 | | $3,977,770 | 3.03 | |||
| 5.30%, 2/15/2024 | | 4,000,000 | | 3,973,775 | 3.03 | |||
| 5.30%, 2/29/2024 | | 5,000,000 | | 4,957,061 | 3.77 | |||
| 5.21%, 3/26/2024 | | 5,000,000 | | 4,937,962 | 3.76 | |||
| 5.28%, 3/28/2024 | | 3,000,000 | | 2,962,119 | 2.25 | |||
| Total United States Treasury Obligations | | | 20,808,687 | 15.84 | ||||
| | | | | | | | | |
| United States Money Market Funds | | | ||||||
| Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares, 5.32%# | | 32,950,000 | | 32,950,000 | 25.09 | |||
| Total United States Money Market Funds | | | 32,950,000 | 25.09 | ||||
| Total Cash Equivalents | | | $53,758,687 | 40.93 | ||||
#Reflects the 7-day yield at December 31, 2023.
*Collateral amounted to $1,625,711 on open commodity futures contracts.
At December 31, 2022
United States Copper Index Fund
| · · · · · · · · · · | ||||||
|---|---|---|---|---|---|---|
| · · · · Fair · | ||||||
| · · · · · · · Value/Unrealized · · | ||||||
| · · · · · · · Gain (Loss) on · · | ||||||
| · · · · · Number of · · Open Commodity · · % of Partners’ | ||||||
| · · Notional Amount · · Contracts · · Contracts · · Capital | ||||||
| Open Commodity Futures Contracts - Long · · | ||||||
| United States Contracts · · | ||||||
| COMEX Copper Futures HG March 2023 contracts, expiring March 2023 | | $109,593,997 | 1,187 | | $3,482,590 | 2.05 |
| COMEX Copper Futures HG May 2023 contracts, expiring May 2023 | | 55,964,338 | 592 | | 490,263 | 0.29 |
| Total Open Futures Contracts* | | $165,558,335 | 1,779 | | $3,972,853 | 2.34 |
| · · · · · · · | ||||
|---|---|---|---|---|
| | Shares/Principal | | | % of Partners’ |
| · · Amount · · Market Value · · Capital | ||||
| Cash Equivalents · | ||||
| United States Money Market Funds · | ||||
| Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares, 4.27%# | 158,200,000 | | $158,200,000 | 93.31 |
| Total United States Money Market Funds | | $158,200,000 | 93.31 | |
| # | Reflects the 7-day yield at December 31, 2022. |
|---|
| * | Collateral amounted to $6,906,529 on open commodity futures contracts. |
|---|
The text of this filing, as the company filed it with the SEC, without its images or exhibits. This is not investment advice.